+150.3%
IJR vs MSCI
+799.8%
-649.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +2.2% | +16.2% | -14.0% | -3.4% |
| 3M | -5.3% | +16.1% | -21.4% | -10.7% |
| 6M | +4.3% | +12.9% | -8.7% | -1.5% |
| YTD | +18.0% | +14.8% | +3.2% | +9.8% |
| 1Y | +19.2% | +13.8% | +5.4% | +11.3% |
| 3Y | +61.1% | +31.2% | +29.9% | +38.6% |
| 5Y | +27.3% | +5.6% | +21.8% | +15.8% |
| All | +150.3% | +799.8% | -649.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling